Description

This analysis provides a forecast of VET prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 0.051325 0.058732 0.066896 0.076570 0.087736 0.100235 0.115311
2024-12-15 0.040141 0.050244 0.062470 0.078408 0.098707 0.123797 0.157311
2024-12-22 0.033082 0.043984 0.058043 0.077598 0.104255 0.139547 0.190193
2024-12-29 0.029448 0.041132 0.057000 0.080287 0.113869 0.160962 0.232743
2025-01-05 0.025076 0.036490 0.052677 0.077526 0.115103 0.170427 0.259210
2025-01-12 0.022031 0.033247 0.049780 0.076200 0.117894 0.182043 0.289916
2025-01-19 0.019138 0.029828 0.046133 0.073142 0.117425 0.188308 0.312652
2025-01-26 0.018041 0.029016 0.046323 0.076017 0.126570 0.210713 0.364648
2025-02-02 0.017068 0.028266 0.046483 0.078784 0.135754 0.234141 0.421443
2025-02-09 0.016199 0.027574 0.046627 0.081480 0.145042 0.258732 0.483552
2025-02-16 0.014890 0.025983 0.045062 0.080961 0.148460 0.273127 0.528413
2025-02-23 0.013894 0.024829 0.044124 0.081432 0.153683 0.291352 0.583026
2025-03-02 0.012850 0.023511 0.042803 0.081131 0.157575 0.307839 0.637271
2025-03-09 0.012237 0.022929 0.042779 0.083315 0.166626 0.335690 0.719574
2025-03-16 0.011307 0.021649 0.041300 0.082447 0.169364 0.350963 0.776824
2025-03-23 0.010902 0.021342 0.041658 0.085314 0.180186 0.384503 0.880038
2025-03-30 0.009908 0.019767 0.039349 0.082370 0.178169 0.389940 0.918711
2025-04-06 0.009172 0.018644 0.037841 0.080956 0.179321 0.402501 0.976228
2025-04-13 0.008332 0.017229 0.035598 0.077696 0.175907 0.404157 1.006948
2025-04-20 0.008134 0.017152 0.036167 0.080762 0.187494 0.442489 1.137158
2025-04-27 0.007934 0.017048 0.036663 0.083712 0.199159 0.482516 1.278340
2025-05-04 0.007734 0.016927 0.037109 0.086586 0.210986 0.524495 1.431778
2025-05-11 0.007291 0.016218 0.036166 0.086032 0.214163 0.544796 1.527703